Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-27 0.324353 0.354448 0.387207 0.425710 0.469983 0.519606 0.579872
2025-05-04 0.289432 0.328498 0.373473 0.429693 0.498968 0.582744 0.693636
2025-05-11 0.265831 0.310581 0.364395 0.435076 0.527344 0.646533 0.817185
2025-05-18 0.240115 0.286548 0.344220 0.422871 0.530285 0.676660 0.900608
2025-05-25 0.218118 0.264679 0.324015 0.407444 0.525737 0.694462 0.968219
2025-06-01 0.205997 0.254162 0.317145 0.408510 0.543235 0.745043 1.094572
2025-06-08 0.199863 0.250776 0.319128 0.421552 0.579011 0.827856 1.292113
2025-06-15 0.191552 0.243653 0.315125 0.425160 0.600427 0.890720 1.470261
2025-06-22 0.182490 0.234762 0.307768 0.422760 0.611600 0.937573 1.629916
2025-06-29 0.174393 0.226641 0.300813 0.420120 0.621707 0.983699 1.801066
2025-07-06 0.164476 0.215311 0.288323 0.407561 0.613287 0.993779 1.894410
2025-07-13 0.160040 0.211635 0.286960 0.412652 0.636124 1.067708 2.164914
2025-07-20 0.154606 0.206363 0.283078 0.413694 0.652657 1.134027 2.449758
2025-07-27 0.149292 0.200962 0.278612 0.413302 0.666402 1.197251 2.756883
2025-08-03 0.145088 0.196991 0.276104 0.415993 0.686359 1.278556 3.165133
2025-08-10 0.137949 0.188183 0.265347 0.403251 0.674012 1.281943 3.313655
2025-08-17 0.130830 0.179112 0.253718 0.388144 0.655308 1.266892 3.390736
2025-08-24 0.127359 0.175556 0.250878 0.388745 0.669318 1.336646 3.842750
2025-08-31 0.126297 0.175693 0.254075 0.400650 0.708864 1.482780 4.750029
2025-09-07 0.123678 0.173224 0.252745 0.403869 0.729725 1.583602 5.558483
2025-09-14 0.120245 0.169298 0.248721 0.401566 0.737699 1.649209 6.257155
2025-09-21 0.116985 0.165519 0.244756 0.399072 0.744932 1.714784 7.049719
2025-09-28 0.112378 0.159383 0.236435 0.387381 0.728884 1.702804 7.301216